+118.7%
CIEN vs AMT
+1,311.4%
-1,192.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.6% |
| 7D | -15.2% | -0.2% | -15.0% | -15.2% |
| 30D | -21.5% | +4.6% | -26.1% | -23.1% |
| 3M | -40.1% | -8.4% | -31.6% | -38.7% |
| 6M | -6.6% | -6.0% | -0.5% | -6.3% |
| YTD | +37.3% | +2.1% | +35.1% | +32.1% |
| 1Y | +174.5% | -6.4% | +180.9% | +172.9% |
| 3Y | +562.3% | +8.1% | +554.2% | +487.8% |
| 5Y | +463.9% | -31.9% | +495.9% | +500.9% |
| 10Y | +1,302.4% | +97.1% | +1,205.2% | +807.4% |
| All | +118.7% | +1,311.4% | -1,192.7% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling